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System identification is an important area of science, which aims to describe the characteristics of the system, representing them by mathematical models. Since many of these models can be seen as recursive functions, it is extremely…
Confidence intervals are assessed according to two criteria, namely expected length and coverage probability. In an attempt to apply the decision-theoretic method to finding a good confidence interval, a loss function that is a linear…
This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…
The standard series expansion for the period of a finite amplitude pendulum as a function of energy (and hence amplitude) provides a lower limit on the period when the series is truncated. An adjustment to the last term in the truncated…
We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…
In this article, we derive better results concerning powered numbers in short intervals, both unconditionally and conditionally on the $abc$-conjecture. We make use of sieve method, a polynomial identity, and a recent breakthrough result on…
Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…
Adapting the final sample size of a trial to the evidence accruing during the trial is a natural way to address planning uncertainty. Designs with adaptive sample size need to account for their optional stopping to guarantee strict type-I…
Comparative evaluation of forecasts of statistical functionals relies on comparing averaged losses of competing forecasts after the realization of the quantity $Y$, on which the functional is based, has been observed. Motivated by…
We propose several prediction intervals procedures for the individual treatment effect with either finite-sample or asymptotic coverage guarantee in a non-parametric regression setting, where non-linear regression functions,…
This paper presents a computationally feasible method to compute rigorous bounds on the interval-generalisation of regression analysis to account for epistemic uncertainty in the output variables. The new iterative method uses machine…
We make an estimation of the support of a multivariable scaling function for an arbitrary dilation matrix. We give a method of calculating the values of the scaling function on a tight set using the knowledge of the size of the support.
We introduce an effective algorithmic method for the computation of a lower bound for uniform expansion in one-dimensional dynamics. The approach employs interval arithmetic and thus provides a rigorous numerical result (computer-assisted…
This work introduces a new functional series for expanding an analytic function in terms of an arbitrary analytic function. It is generally applicable and straightforward to use. It is also suitable for approximating the behavior of a…
Probabilistic argumentation allows reasoning about argumentation problems in a way that is well-founded by probability theory. However, in practice, this approach can be severely limited by the fact that probabilities are defined by adding…
The non-stationary evolution of observable quantities in complex systems can frequently be described as a juxtaposition of quasi-stationary spells. Given that standard theoretical and data analysis approaches usually rely on the assumption…
Understanding how much each variable contributes to an outcome is a central question across disciplines. A causal view of explainability is favorable for its ability in uncovering underlying mechanisms and generalizing to new contexts.…
The concept of mean inactivity time plays a crucial role in reliability, risk theory and life testing. In this regard, we introduce a weighted mean inactivity time function by considering a non-negative weight function. Based on this…
In this paper, we consider detecting and estimating breaks in heterogeneous mean functions of high-dimensional functional time series which are allowed to be cross-sectionally correlated and temporally dependent. A new test statistic…
In this article, we present explicit estimates of the size of the domain on which the Implicit Function Theorem and the Inverse Function Theorem are valid. For maps that are twice continuously differentiable, these estimates depend upon the…